+55.4%
FCX vs ROIV
+380.3%
-325.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.8% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | -14.7% | +17.6% | -32.3% | -16.7% |
| 3M | -11.2% | +9.0% | -20.1% | -12.5% |
| 6M | -11.4% | +35.3% | -46.7% | -15.4% |
| YTD | +17.7% | +82.2% | -64.4% | +8.3% |
| 1Y | +47.5% | +92.3% | -44.8% | +34.7% |
| 3Y | +83.9% | +336.8% | -252.9% | +52.5% |
| All | +55.4% | +380.3% | -325.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling